That's a legitimate question. As I've seen many emblems or logos of European countries use lion as part of the seal and whatnot. But the climate in Europe mostly isn't suitable for lions we know nowadays. They live in African continent, such as Tanzania and so on. Tarzan, see? Where? Is Tarzan in India or Africa? It's a fictional character, so whatever.
And zoos of course. And circuses. As you may know, there's NO WINTER in Africa.
I searched on Google.
Here's the result.
Oh wait sorry, I meant Europe.
Here's the result.
Well, I also searched for China because they also have lion statues, paintings, and art-related thingies there. In China.
I can't confirm if that's a fact, the existence of lions in Europe. I mean as in natural wild animals in Europe. But adaptation might be possible. Human adapts, so does a cat. Enormous cat.
But lion as I know, won't just migrate randomly and stay in an extreme place (compared to its home climate), that doesn't make any sense.
Just like us, humans. We don't just wander off to someplace with ongoing erupting volcano and oh I think I'll live here. That's a mighty decision to make for a sober human. Oh well. Fine, assuming they well adapted, why did they extinct then? Ah. I don't know.
My presumption is, lion is not indigenous to European region. Its natural habitat is that part of Africa where lions roam about.
Let's continue to my other typing below.
My Other Typing Here
Let's see from common written history
I guess it started from the ancient Greece, maybe. Or even way prior the establishment of Greek Empire. Greece is very near African continent, so that's a good start.
As you may know, Greek and then Roman stories. And of course, the Silk Road trade route (China to South Asia/Europe/Persia/Arabia/Africa).
About the lions existence in Europe, I guess they (Romans/Greeks/prior civilizations) surely transported back exotic animals from their trade partners and colonies, lions included, to either circus/gladiator arena/zoo or as private pets. So, they (lions) indeed lived in Europe as wild animals. Sometimes pets run away right? Well, runaway pets are considered as wild animals. If it's an animal to begin with. And died out because they, um. Circus budget cut and of course the winter.
About the incorporated concept of lion in literature, art and whatnot, because of the same reason. So, basically, kingdom expansion, trading, and that. Before that, nobody in Europe and China had reference of a lion. Assuming there were already humans in those regions.
Let's see other possibility
You see, there're traces of humans migration pointing to the origin, which is the center or middle Earth. The center is now somewhat around North Africa-Arabia-Persia. Additionally, there's the rise of the sea level which was covering some dry land (overlaying the routes), plus ancient volcanoes which became other things. Since human is equipped better than animal and plant, we're more flexible to adapt.
People migrate and bring along the knowledge they have. That's a possibility. So, without the knowledge exchange scenario, they might have already known lion. It's a long journey, therefore, they passed the knowledge from generation to generation in form of drawing/script/poem/song/else. Just another possibility of incorporated concept in culture.
But to bring actual lions while migrating isn't a good idea.
When talking about "natural habitat", I always have this question.
How did they appear there?
Now, let's see. How about DRAGON?
If it's mythical, no country uses unicorn as its seal.
In Kung Fu, there's dragon form or something like that. Different than snake, snake has its own interpreted form or style. So, if it's imaginary, how come, that?
Also, we don't just make up a creature for a nation seal. That's the rule. Um.
How about that two headed eagle then?